Yuuy thinks about undisclosed people fucking in different positions, and usually in places that don't involve a bed and/or out in public. Lately, Syaoron has been sneaking into his thoughts but he is doing his damn best not to indulge in those thoughts, because he feels like a creeper afterwards. So yes. The thoughts very pointedly involve people of insignificant details.
Yumi doesn't really 'think' about anything, mostly because when she's getting off, she's watching/reading porn. And that demands attention, damn it.
Fuuma obviously thinks of Kamui. Because that loser has a one-track mind.